Monty Python Live at the Hollywood Bowl
As great as Monty Python's TV show and movies are, their live shows are even more legendary. Filmed during the troupe's 1980 U.S. tour Live at the Hollywood Bowl finds them performing old and new sketches (interspersed with some film clips) before a raucous crowd of American fans. Sure, the image and sound quality could be better, but at least Live at the Hollywood Bowl preserves the Python's on-stage anarchy for future generations.
Funniest Line: Trying to pick just one favorite Monty Python quote is next to impossible, but this one from the "Bruce" sketch never fails to get a laugh. "We find your American beer like making love in a canoe. It's fucking close to water."

Richard Pryor: Live on the Sunset Strip
In 1980, Richard Pryor's groundbreaking career almost came to a premature end when a cocaine freebasing session literally blew up in his face. Two years later, he returned to the stage with this uh... blistering stand-up act that describes his accident in painful (and painfully funny) detail. That he had the bravery to put this on film makes us forgive him for Jo Jo Dancer, Your Life is Calling.
Funniest Line: "Let me tell you what really happened... Every night before I go to bed, I have milk and cookies. One night I mixed some low-fat milk and some pasteurized, then I dipped my cookie in and the shit blew up."

Eddie Izzard: Dress to Kill
Before Ricky Gervais and Russell Brand came along, Eddie Izzard was England's reigning "edgy" comic, who delighted audiences with his sharp pop-culture riffs, as well as his frank discussions of his own penchant for dressing up in women's clothing. Shot during the San Francisco leg of his "Dress to Kill" world tour, the show mixes jokes about European and American history with spot-on Star Wars gags. For more Izzard, check out his other concert films, including Glorious and Sexie.
Funniest Line: "We play bad guys in Hollywood movies. Take, for example, The Empire Strikes Back from the Star Wars trilogy. The Death Star is just full of British actors opening doors and going, "Oh... I... oh..." "What is it, Lieutenant Sebastian?" "It's just the Rebels, sir... they're here." "My God, man! Do they want tea?" "No, I think they're after something a bit more than that, sir. I don't know what it is, but they've brought a flag." "Damn, that's dash cunning of them."

Bill Cosby: Himself
When comedians talk about the comics that make them laugh the hardest, Bill Cosby's name is almost always the first to come up. That's due to the way he mines his own life (particularly his experiences as a father) for material, coming up with comic bits that are specific to him, yet everyone in the audience can relate to. This 1983 film, recorded in Ontario, is vintage Cosby, proving that there's much more to him than Cliff Huxtable, Leonard Part VI or Jell-O Pudding.
Funniest Line: "My father established our relationship when I was seven years old. He looked at me and said, "You know, I brought you in this world, and I can take you out. And it don't make no difference to me, I'll make another one that looks just like you."

Sarah Silverman: Jesus Is Magic
Love her or hate her -- and there are a lot of people that feel the latter way -- there's no one in the comedy game these days quite like Sarah Silverman. Her 2005 concert film Jesus is Magic puts her controversial sense of humor on full display, which means that not everyone is going to be able to watch it all the way through. At least Silverman is an equal opportunity offender though; everyone from Asians to Jews to Christians will find something to be angry about.
Funniest Line: "When God gives you AIDS -- and God does give you AIDS, by the way -- make lemonAIDS."

Eddie Murphy Raw
The rank misogyny and homophobia make this 1987 hit (which remains the most successful comedy concert film of all time, grossing $50 million in theaters) hard to sit through at times. Still, there's no question that Raw boasts a commanding performance from Eddie Murphy. The film captures Murphy at the height of his comic powers, before he thought making movies like Vampire in Brooklyn and Norbit was a smart career move.
Funniest Line: "VD is new and improved now. They got dudes in the doctor's office with symptoms like, 'Excuse me, doc, what does it mean when you go to the bathroom and fire shoot out your dick?' 'Let me get this right. So you're getting a burning sensation when you urinate?' 'No, fire shoot out my dick, is all. A burst of flame fly out my dick when I pee. I can't even pee in the house, I burn my house down. I gotta go outside. I was outside peeing, dude tried to mug me, I turned around and burned him up on the street. Because my dick is a blowtorch, is what I'm trying to say.'"

Notorious C.H.O.
Asian-American comedienne Margaret Cho's second concert film (after I'm the One That I Want) finds her talking freely about sex -- including her own bi-sexuality -- and her always contentious relationship with her parents. It's fierce, funny stuff, made all the better by Cho's fearless delivery.
Funniest Line: "It's time that African-Americans and Korean Americans put aside their difference and focus on what's really important: hating white people!"

The Original Kings of Comedy
Although they had been making audiences laugh all over the country for years, this Spike Lee-directed feature can be credited with bringing Steve Harvey, Cedric the Entertainer, D.L. Hughley and Bernie Mac to the attention of a wider audience and Hollywood in general. After the movie hit, all four guys went on to bigger (if not always necessarily better) things. But the film remains a great way to see the material that put them on the map.
Funniest Line: From the dearly departed Bernie Mac: "I will fuck a kid up. When a kid gets one-years-old, I believe you got the right to hit him in either the throat or the stomach. If you grown enough to talk back, you grown enough to get fucked up!"

An Evening With Kevin Smith
Okay, so Kevin Smith officially bills himself as a filmmaker, not a stand-up comic. But his legendary Q&A's are certainly filled with laughs, as he takes questions from the audience and responds with lengthy, profanity-laden answers. The first in what would become an ongoing DVD series for Smith hits its high point when he starts talking about his involvement in Tim Burton's ill-fated Superman feature. Let's just say there's no love lost between those two.
Funniest Line: "A science fiction movie? I don't know. I think I have made one already, Chasing Amy. Because you go ask any lesbian, that'll never happen, even if, and probably especially because, the dude is Ben fucking Affleck."